+589.4%
SE vs TRI
+164.3%
+425.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | +2.0% |
| 7D | -6.1% | -0.5% | -5.6% | -6.1% |
| 30D | -2.5% | +7.9% | -10.3% | -7.1% |
| 3M | +21.7% | +24.1% | -2.3% | +4.8% |
| 6M | +27.0% | +3.8% | +23.2% | +19.2% |
| YTD | -12.1% | -16.9% | +4.7% | -5.6% |
| 1Y | -40.9% | -38.4% | -2.5% | -20.7% |
| 3Y | +191.0% | -12.2% | +203.2% | +174.2% |
| 5Y | -68.3% | -1.8% | -66.5% | -73.3% |
| All | +589.4% | +164.3% | +425.1% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling